Interest Rate Statistics - Daily Treasury Yield Curve Rates
- Owner: Mike Bobak
- Created on Oct 11, 2020
- blank blank
Description:
These rates are commonly referred to as Constant Maturity Treasury rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market. These market yields are calculated from composites of quotations obtained by the Federal Reserve Bank of New York. The yield values are read from the yield curve at fixed maturities, currently 1, 3 and 6 months and 1, 2, 3, 5, 7, 10, 20, and 30 years. This method provides a yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity. http://datadiscoverystudio.org/geoportal/rest/metadata/item/f72bf5d84b5249cda5ec68a5751e2765/html
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Metadata
| Name | Value | Last Modified | |
|---|---|---|---|
| @context |
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Extracted by http://clowder.ncsa.illinois.edu/extractors/deprecatedapi on Oct 11, 2020 |
Extracted by
http://clowder.ncsa.illinois.edu/extractors/deprecatedapi
on Oct 11, 2020
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@context:
- @vocab: http://schema.org/
- datacite: http://purl.org/spar/datacite/
- dcat: http://www.w3.org/ns/dcat#
- earthcollab: https://library.ucar.edu/earthcollab/schema#
- geolink: http://schema.geolink.org/1.0/base/main#
- vivo: http://vivoweb.org/ontology/core#
- @id: urn:015-DO-020
- @type: Dataset
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additionalType:
- geolink:Dataset
- vivo:Dataset
- citation: (2016-02-25), Interest Rate Statistics - Daily Treasury Yield Curve Rates, urn:015-DO-020.
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creator:
- datePublished: 2016-02-25
- description: These rates are commonly referred to as Constant Maturity Treasury rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market. These market yields are calculated from composites of quotations obtained by the Federal Reserve Bank of New York. The yield values are read from the yield curve at fixed maturities, currently 1, 3 and 6 months and 1, 2, 3, 5, 7, 10, 20, and 30 years. This method provides a yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.
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distribution:
-
identifier:
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includedInDataCatalog:
- @type: DataCatalog
- name: Name of catalog source for record being transformed
- url: not defined
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keywords:
- statistics
- interest
- rates
- yield
- yield curve
- daily yield curve
- real yield curve
- interest rates
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license:
- @type: DigitalDocument
- description: useLimitation: public.
- name: MD_Constraints
- name: Interest Rate Statistics - Daily Treasury Yield Curve Rates
- publisher: publisher not specified
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| Last Modified: | Oct 11, 2020 04:36:05 |
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